+189.9%
LQD vs EIX
+913.8%
-723.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.1% |
| 7D | -0.4% | -19.1% | +18.7% | +0.4% |
| 30D | -0.8% | -16.9% | +16.1% | -0.1% |
| 3M | -1.9% | -20.0% | +18.1% | -1.1% |
| 6M | -2.7% | -21.3% | +18.7% | -1.8% |
| YTD | -1.3% | -1.7% | +0.4% | -1.5% |
| 1Y | 0.0% | +9.6% | -9.6% | -0.9% |
| 3Y | +14.9% | -3.7% | +18.6% | +14.3% |
| 5Y | -4.6% | +22.6% | -27.2% | -6.2% |
| 10Y | +22.0% | +17.7% | +4.3% | +19.1% |
| All | +189.9% | +913.8% | -723.9% | +173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling